+73.3%
VZ vs XYZ
+578.7%
-505.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | 0.0% |
| 7D | +0.9% | -2.1% | +3.1% | +1.0% |
| 30D | +6.9% | +7.0% | -0.1% | +6.7% |
| 3M | +0.6% | +5.1% | -4.5% | +0.4% |
| 6M | +0.3% | +14.1% | -13.8% | -0.2% |
| YTD | +21.9% | +26.4% | -4.5% | +20.6% |
| 1Y | +21.7% | +25.1% | -3.4% | +20.4% |
| 3Y | +58.5% | +59.7% | -1.2% | +53.2% |
| 5Y | +22.4% | -63.8% | +86.3% | +22.1% |
| All | +73.3% | +578.7% | -505.4% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XYZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling